Formula Sheet:

𝑃(𝑥) = 𝑓(𝑥0 )𝐿𝑛,0 (𝑥) + 𝑓(𝑥1 )𝐿𝑛,1 (𝑥) + ⋯ + 𝑓(𝑥𝑛 )𝐿𝑛,𝑛 (𝑥)
𝑛

Lagrange = ∑ 𝑓(𝑥𝑘 )𝐿𝑛,𝑘 (𝑥)

1 Interpolating 𝑘=0

Formula: (𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) ⋯ (𝑥 − 𝑥𝑘−1 )(𝑥 − 𝑥𝑘+1 ) ⋯ (𝑥 − 𝑥𝑛 )

𝐿𝑛,𝑘 (𝑥) =
(𝑥𝑘 − 𝑥0 )(𝑥𝑘 − 𝑥1 ) ⋯ (𝑥𝑘 − 𝑥𝑘−1 )(𝑥𝑘 − 𝑥𝑘+1 ) ⋯ (𝑥𝑘 − 𝑥𝑛 )

Hermite ̂𝑛,𝑗 (𝑥);

𝐻2𝑛+1 (𝑥) = ∑𝑛𝑗=0 𝑓(𝑥𝑗 )𝐻𝑛,𝑗 (𝑥) + ∑𝑛𝑗=0 𝑓 ′ (𝑥𝑗 )𝐻
Interpolating 𝐻𝑛,𝑗 (𝑥) = [1 − 2(𝑥 − 𝑥𝑗 )𝐿′𝑛,𝑗 (𝑥𝑗 )] 𝐿2 𝑛,𝑗 (𝑥)],
2
polynomial
̂𝑛,𝑗 (𝑥) = (𝑥 − 𝑥𝑗 )𝐿2 𝑛,𝑗 (𝑥)].
𝐻

−1
𝐱 𝑘 = 𝐺(𝐱 (𝑘−1) ) = 𝐱 (𝑘−1) − 𝐉(𝐱 (𝑘−1) ) 𝐅(𝐱 (𝑘−1) ), for each 𝑘 = 1,2,3, ⋯

Newton’s method
3 for nonlinear
systems:

4 Euler Method: 𝑤𝑖+1 = 𝑤𝑖 + ℎ𝑓(𝑡𝑖 , 𝑤𝑖 ), for each 𝑖 = 0,1,2, ⋯ , 𝑛 − 1

𝑤𝑖+1 = 𝑤𝑖 + ℎ𝑇 (𝑛) (𝑡𝑖 , 𝑤𝑖 ), for each 𝑖 = 0,1,2, ⋯ , 𝑛 − 1

Taylor Method of
5 ℎ
where 𝑇 (𝑛) (𝑡𝑖 , 𝑤𝑖 ) = 𝑓(𝑡𝑖 , 𝑤𝑖 ) + 2 𝑓 ′(𝑡𝑖 , 𝑤𝑖 ) + ⋯ +
ℎ 𝑛−1 (𝑛−1)
order 𝒏: 𝑛!
𝑓 (𝑡𝑖 , 𝑤𝑖 )

ℎ ℎ
6 Midpoint Method: 𝑤𝑖+1 = 𝑤𝑖 + ℎ𝑓 (𝑡𝑖 + 2 , 𝑤𝑖 + 2 𝑓(𝑡𝑖 , 𝑤𝑖 )), for each 𝑖 = 0,1,2, ⋯ , 𝑛 − 1

ℎ
𝑤𝑖+1 = 𝑤𝑖 + [𝑓(𝑡𝑖 , 𝑤𝑖 ), 𝑓(𝑡𝑖 + ℎ, 𝑤𝑖 + ℎ𝑓(𝑡𝑖 , 𝑤𝑖 ))], for each 𝑖 =
Modified Euler 2
7
Method: 0,1,2, ⋯ , 𝑛 − 1

𝑤𝑖+1 = 𝑤𝑖 + ℎ4[𝑓(𝑡𝑖 ,𝑤𝑖 )+3𝑓(𝑡𝑖 +23ℎ, 𝑤𝑖 +23ℎ𝑓(𝑡𝑖 ,𝑤𝑖 ))];𝑖 =

8 Heun’s Method:
0,1,2, … 𝑛 − 1.
1
𝑤𝑖+1 = 𝑤𝑖 + 6 (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 ), for each 𝑖 = 0,1,2, ⋯ , 𝑛 − 1

𝑘1 = ℎ𝑓(𝑡𝑖 , 𝑤𝑖 )
ℎ 𝑘1
𝑘2 = ℎ𝑓 (𝑡𝑖 + , 𝑤𝑖 + )
RK-4 Method for a 2 2
9 first order ODE or ℎ 𝑘2
𝑘3 = ℎ𝑓 (𝑡𝑖 + , 𝑤𝑖 + )
IVP 2 2
𝑘4 = ℎ𝑓(𝑡𝑖 + ℎ, 𝑤𝑖 + 𝑘3 )

1
 𝑥𝑖+1 = 𝑥𝑖 + 16[𝑘1+2𝑘2+2𝑘3 +𝑘4 ], 𝑦𝑖+1 = 𝑦𝑖 + 16[𝑙1+2𝑙2 +2𝑙3+𝑙4];
𝑖 = 0,1,2, … 𝑛 − 1,
RK-4 Method 𝑘1 = ℎ𝑓1 (𝑡𝑖 , 𝑥𝑖 , 𝑦𝑖 ), 𝑙1 = ℎ𝑓2 (𝑡𝑖 , 𝑥𝑖 , 𝑦𝑖 );
10 for system of two 𝑘2 = ℎ𝑓1 (𝑡𝑖 + ℎ2, 𝑥𝑖 + 𝑘21 , 𝑦𝑖 + 𝑙21 ), 𝑙2 = ℎ𝑓2 (𝑡𝑖 + ℎ2, 𝑥𝑖 + 𝑘21 , 𝑦𝑖 + 𝑙21);
ODEs 𝑘3 = ℎ𝑓1 (𝑡𝑖 + ℎ2, 𝑥𝑖 + 𝑘22 , 𝑦𝑖 + 𝑙22 ), 𝑙3 = ℎ𝑓2 (𝑡𝑖 + ℎ2, 𝑥𝑖 + 𝑘22 , 𝑦𝑖 + 𝑙22);
𝑘4 = ℎ𝑓1 (𝑡𝑖 + ℎ, 𝑥𝑖 + 𝑘3 , 𝑦𝑖 + 𝑙3 ), 𝑙4 = ℎ𝑓2 (𝑡𝑖 + ℎ, 𝑥𝑖 + 𝑘3 , 𝑦𝑖 + 𝑙3 );

𝑥𝑖+1 = 𝑥𝑖 + 16[𝑘1 +2𝑘2 +2𝑘3 +𝑘4 ], 𝑦𝑖+1 = 𝑦𝑖 +

1
[𝑙 +2𝑙2 +2𝑙3 +𝑙4 ];
6 1
𝑧𝑖+1 = 𝑧𝑖 + 16[𝑚1 +2𝑚2 +2𝑚3 +𝑚4 ]; 𝑖 = 0,1,2, … 𝑛 − 1.
𝑘1 = ℎ𝑓1 (𝑡𝑖 , 𝑥𝑖 , 𝑦𝑖 , 𝑧𝑖 ),
𝑙1 = ℎ𝑓2 (𝑡𝑖 , 𝑥𝑖 , 𝑦𝑖 , 𝑧𝑖 ),
𝑚1 = ℎ𝑓3 (𝑡𝑖 , 𝑥𝑖 , 𝑦𝑖 , 𝑧𝑖 ),
RK-4 Method 𝑘2 = ℎ𝑓1 (𝑡𝑖 + ℎ2, 𝑥𝑖 + 𝑘21, 𝑦𝑖 + 𝑙21 , 𝑧𝑖 + 𝑚21),
11 for system of three 𝑙2 = ℎ𝑓2 (𝑡𝑖 + ℎ2, 𝑥𝑖 + 𝑘21 , 𝑦𝑖 + 𝑙21, 𝑧𝑖 + 𝑚21 )
ODEs
𝑚2 = ℎ𝑓3 (𝑡𝑖 + ℎ2, 𝑥𝑖 + 𝑘21, 𝑦𝑖 + 𝑙21, 𝑧𝑖 + 𝑚21);
𝑘3 = ℎ𝑓1 (𝑡𝑖 + ℎ2, 𝑥𝑖 + 𝑘22, 𝑦𝑖 + 𝑙22 , 𝑧𝑖 + 𝑚22),
𝑙3 = ℎ𝑓2 (𝑡𝑖 + ℎ2, 𝑥𝑖 + 𝑘22 , 𝑦𝑖 + 𝑙22, 𝑧𝑖 + 𝑚22 );
𝑚3 = ℎ𝑓3 (𝑡𝑖 + ℎ2, 𝑥𝑖 + 𝑘22, 𝑦𝑖 + 𝑙22, 𝑧𝑖 + 𝑚22);
𝑘4 = ℎ𝑓1 (𝑡𝑖 + ℎ, 𝑥𝑖 + 𝑘3 , 𝑦𝑖 + 𝑙3 , 𝑧𝑖 + 𝑚3 ),
𝑙4 = ℎ𝑓2 (𝑡𝑖 + ℎ, 𝑥𝑖 + 𝑘3 , 𝑦𝑖 + 𝑙3 , 𝑧𝑖 + 𝑚3 );
𝑦(𝑥𝑖 ) ≈ 𝑤𝑖
𝑦(𝑥𝑖+1 )−2𝑦(𝑥𝑖 )+𝑦(𝑥𝑖−1 )
Finite Difference 𝑦′′(𝑥𝑖 ) = (2nd derivative Centered difference
ℎ2
12 Method formula)
for ODEs
𝑦(𝑥𝑖+1 )−𝑦(𝑥𝑖−1 )
𝑦′(𝑥𝑖 ) = 2ℎ
(1st derivative Centered difference formula)

𝑢(𝑥𝑖 , 𝑦𝑗 ) ≈ 𝑤𝑖,𝑗
𝜕2 𝑢(𝑥𝑖−1 , 𝑦𝑗 ) − 2𝑢(𝑥𝑖 , 𝑦𝑗 ) + 𝑢(𝑥𝑖+1 , 𝑦𝑗 )
𝑢(𝑥𝑖 , 𝑦𝑗 ) =
𝜕𝑥 2 ℎ2
(2nd derivative Centered difference formula)
𝜕2 𝑢(𝑥𝑖 , 𝑦𝑗−1 ) − 2𝑢(𝑥𝑖 , 𝑦𝑗 ) + 𝑢(𝑥𝑖 , 𝑦𝑗+1 )
2
𝑢(𝑥𝑖 , 𝑦𝑗 ) =
Finite Difference 𝜕𝑦 ℎ2
13 Method (2nd derivative Centered difference formula)
for PDEs 𝜕 𝑢(𝑥𝑖 ,𝑡𝑗+1 )−𝑢(𝑥𝑖 ,𝑡𝑗 )
𝑢(𝑥𝑖 , 𝑡𝑗 ) = (1st derivative Forward difference
𝜕𝑡 2𝑘

formula)
𝜆2
𝑤𝑖,1 = (1 − 𝜆2 )𝑓(𝑥𝑖 ) + (𝑓(𝑥𝑖+1 ) + 𝑓(𝑥𝑖−1 )) + 𝑘𝑔(𝑥𝑖 ),
2
𝛼𝑘
where 𝜆 = .
ℎ

2
(Initial approximation formula for initial velocity
condition)